Trading Metrics calculated at close of trading on 04-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
20,405 |
20,595 |
190 |
0.9% |
20,390 |
High |
20,615 |
20,595 |
-20 |
-0.1% |
20,685 |
Low |
20,400 |
20,360 |
-40 |
-0.2% |
20,340 |
Close |
20,590 |
20,450 |
-140 |
-0.7% |
20,465 |
Range |
215 |
235 |
20 |
9.3% |
345 |
ATR |
258 |
256 |
-2 |
-0.6% |
0 |
Volume |
13,563 |
19,126 |
5,563 |
41.0% |
55,155 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,173 |
21,047 |
20,579 |
|
R3 |
20,938 |
20,812 |
20,515 |
|
R2 |
20,703 |
20,703 |
20,493 |
|
R1 |
20,577 |
20,577 |
20,472 |
20,523 |
PP |
20,468 |
20,468 |
20,468 |
20,441 |
S1 |
20,342 |
20,342 |
20,429 |
20,288 |
S2 |
20,233 |
20,233 |
20,407 |
|
S3 |
19,998 |
20,107 |
20,386 |
|
S4 |
19,763 |
19,872 |
20,321 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,532 |
21,343 |
20,655 |
|
R3 |
21,187 |
20,998 |
20,560 |
|
R2 |
20,842 |
20,842 |
20,528 |
|
R1 |
20,653 |
20,653 |
20,497 |
20,748 |
PP |
20,497 |
20,497 |
20,497 |
20,544 |
S1 |
20,308 |
20,308 |
20,434 |
20,403 |
S2 |
20,152 |
20,152 |
20,402 |
|
S3 |
19,807 |
19,963 |
20,370 |
|
S4 |
19,462 |
19,618 |
20,275 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,655 |
20,360 |
295 |
1.4% |
232 |
1.1% |
31% |
False |
True |
14,522 |
10 |
20,685 |
20,145 |
540 |
2.6% |
237 |
1.2% |
56% |
False |
False |
13,172 |
20 |
20,685 |
19,055 |
1,630 |
8.0% |
256 |
1.3% |
86% |
False |
False |
12,601 |
40 |
20,685 |
19,055 |
1,630 |
8.0% |
262 |
1.3% |
86% |
False |
False |
11,980 |
60 |
20,685 |
18,450 |
2,235 |
10.9% |
280 |
1.4% |
89% |
False |
False |
12,734 |
80 |
20,685 |
17,640 |
3,045 |
14.9% |
259 |
1.3% |
92% |
False |
False |
10,492 |
100 |
20,685 |
16,665 |
4,020 |
19.7% |
243 |
1.2% |
94% |
False |
False |
8,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,594 |
2.618 |
21,210 |
1.618 |
20,975 |
1.000 |
20,830 |
0.618 |
20,740 |
HIGH |
20,595 |
0.618 |
20,505 |
0.500 |
20,478 |
0.382 |
20,450 |
LOW |
20,360 |
0.618 |
20,215 |
1.000 |
20,125 |
1.618 |
19,980 |
2.618 |
19,745 |
4.250 |
19,361 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
20,478 |
20,493 |
PP |
20,468 |
20,478 |
S1 |
20,459 |
20,464 |
|